+14.8%
PFE vs DOCN
+102.5%
-87.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.8% | +2.8% |
| 7D | +4.6% | -20.0% | +24.6% | +5.2% |
| 30D | +12.3% | -38.8% | +51.1% | +13.9% |
| 3M | +21.2% | -34.8% | +56.0% | +22.4% |
| 6M | +21.1% | -22.8% | +43.9% | +20.5% |
| YTD | +30.0% | +74.6% | -44.6% | +24.2% |
| 1Y | +35.6% | +116.4% | -80.8% | +28.1% |
| 3Y | +19.5% | +239.3% | -219.9% | +10.1% |
| 5Y | -9.3% | -20.2% | +10.9% | -18.3% |
| All | +14.8% | +102.5% | -87.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling